Methods for detecting structural breaks, determining the number of breaks, and estimating break locations in linear quantile regression, using one or multiple quantiles, based on Qu (2008) and Oka and Qu (2011). Applicable to both time series and repeated cross-sectional data. The main function is rq.break(). References for detailed theoretical and empirical explanations: (1) Qu, Z. (2008). "Testing for Structural Change in Regression Quantiles." Journal of Econometrics, 146(1), 170-184 <doi:10.1016/j.jeconom.2008.08.006> (2) Oka, T., and Qu, Z. (2011). "Estimating Structural Changes in Regression Quantiles." Journal of Econometrics, 162(2), 248-267 <doi:10.1016/j.jeconom.2011.01.005>.
| Version: | 1.0.2 |
| Depends: | R (≥ 4.3.0) |
| Imports: | quantreg |
| Suggests: | SparseM |
| Published: | 2025-04-23 |
| DOI: | 10.32614/CRAN.package.QR.break |
| Author: | Zhongjun Qu [aut, cre], Tatsushi Oka [aut], Samuel Messer [ctb] |
| Maintainer: | Zhongjun Qu <qu at bu.edu> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | QR.break results |
| Reference manual: | QR.break.html , QR.break.pdf |
| Package source: | QR.break_1.0.2.tar.gz |
| Windows binaries: | r-devel: QR.break_1.0.2.zip, r-release: QR.break_1.0.2.zip, r-oldrel: QR.break_1.0.2.zip |
| macOS binaries: | r-release (arm64): QR.break_1.0.2.tgz, r-oldrel (arm64): QR.break_1.0.2.tgz, r-release (x86_64): QR.break_1.0.2.tgz, r-oldrel (x86_64): QR.break_1.0.2.tgz |
| Old sources: | QR.break archive |
Please use the canonical form https://CRAN.R-project.org/package=QR.break to link to this page.
Need a high-speed mirror for your open-source project?
Contact our mirror admin team at info@clientvps.com.
This archive is provided as a free public service to the community.
Proudly supported by infrastructure from VPSPulse , RxServers , BuyNumber , UnitVPS , OffshoreName and secure payment technology by ArionPay.